Support Board
Date/Time: Sun, 24 Nov 2024 22:57:03 +0000
Question real-time futures data feed
View Count: 1834
| [2013-12-05 17:42:51] |
| Corefan - Posts: 13 |
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Hello SC Support ver1058 nonCLR SC CME RealTime DataFeed / Zen-Fire I see some inconsistencies using T&S for CLF4-NYMEX /pls. see the picture/ There were some trades at the bid but(and) above the ask and vice versa. Would you please consider the issues to resolve them. Thank you. Date Time Of Last Edit: 2013-12-05 17:44:59
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Cos12.PNG| [2013-12-05 17:44:57] |
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We do not see any picture attached. Furthermore, the data feed is accurately provided as it comes from the CME. So there is not anything for us to fix. Although it is not clear at this point what you are trying to show.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-12-05 17:45:30
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| [2013-12-05 17:49:13] |
| Corefan - Posts: 13 |
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added pictures
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| [2013-12-05 17:52:12] |
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We do not see anything attached. After you select the files, you need to press the Upload button. Refer to the documentation here: http://www.sierrachart.com/index.php?l=doc/PostingInformation.php#AttachFile Update: We now see you attached them to the original post. We have responded in post #9. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-12-05 19:35:13
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| [2013-12-05 18:22:08] |
| ganz - Posts: 1048 |
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SC Support He's trying to bring your attention to the last/bid/ask values: T&S #3 /cos12.png/: last 97.58 bid 97.54 ask 97.55 and so on Thank you. |
| [2013-12-05 19:00:10] |
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We are not seeing a problem. The data looks good to us: http://www.sierrachart.com/image.php?l=1386269999663.png Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-12-05 19:13:52] |
| Corefan - Posts: 13 |
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http://www.sierrachart.com/image.php?l=1386269999663.png 13:59:52.004 97.70 vol 2 Bid trade Bid- 97.69 Ask 97.70 Is that correct? |
| [2013-12-05 19:26:19] |
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Yes, we believe this is correct because we use what is known as the "Aggressor" field in the fast fix feed from the CME to determine whether the trade was at the bid or the ask. This is going to be the absolute most accurate way to determine this. This is one advantage when using the Sierra Chart real-time futures data feed. Due to the timing of the transmission of the bid and ask data from the CME, there could be a slight discrepancy sometimes, when you actually compared to the bid and ask prices. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-12-05 19:29:17
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| [2013-12-05 19:33:10] |
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We are looking over the first image now added to post #1. Not certain about the why the bid and ask prices were not correct earlier. That appears to have been a CME data feed problem. But we will think about if there is anything that could possibly be on our side . In regards to the second image as to the identification of whether it is a Bid trade or Ask trade, once again we use the aggressor field and that this is the most accurate way. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-12-05 19:34:02
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| [2013-12-05 19:38:02] |
| ganz - Posts: 1048 |
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Corefan FYI: Announcement: New Sierra Chart Real-Time Futures Data Feed (CME, CBOT, NYMEX, COMEX data) | Post: 17971 We would also like to comment on Cumulative Delta-Volume with this new Sierra Chart real-time futures data feed.
The CME data feed provides a field called "Aggressor". We use this field, to identify whether a trade is considered at the bid or ask. ... Using this field is the definitive method to do this rather than comparing the last trade price to the bid or ask. This aggressor field is passed straight through from our server which gets it from the CME data feed, into Sierra Chart. We have noticed that the Cumulative Delta values are slightly different than IQ Feed. The graph appearance is the same. Therefore, what we provide is the definitive reference and is 100% accurate. You cannot achieve any better accuracy than what the Sierra Chart data feed offers. Looks like there is no hard link to a last price in this case. This is something new for anybody who reads a T&S. Hm...m |
| [2013-12-05 20:59:08] |
| ganz - Posts: 1048 |
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SC Support Also there is some info that SC RtDf /Nymex/ is lagging to zen-fire. Are there any intentions to test Nymex datafeed on your side? Thank you. |
| [2013-12-05 21:11:11] |
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We have seen evidence of a problem earlier today which lasted a few minutes which looked like it would cause a lag or an interruption in the feed and we are looking into it. We do not observe any issue at this time. Do you? Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-12-05 21:11:43
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| [2013-12-06 06:36:28] |
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Please let us know if you notice any lagging problems. We did some software updates early this morning and corrected a minor problem.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-12-06 11:12:46] |
| Corefan - Posts: 13 |
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Hello SC Support I will test the feed today during the high market activity period. Looks like T&S depends whether MarketDepth Window / TradingDom Window was opened /MarketDepth data/. If this is the case then it may be the reason to get some inconsistencies for T&S. Thank you. |
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